Financial Modeling and Optimization

MGMT-6520

This course introduces quantitative analysis for financial markets and instruments. The course covers applications of mathematical tools and optimization modeling to portfolio selection and fund management, risk analysis, hedging and valuation of financial assets, and financial planning under uncertainty. The course introduces applications of calculus, differential equations, and introduces stochastic processes within a financial markets context to address arbitrage pricing and equilibrium asset pricing models.

3 credits
Prereqs:
none

Past Term Data

Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Spring Summer Fall
(Session 1) (Session 2)
2023
Financial Model & Optimization (3c)
  • Aparna Gupta
Seats Taken: 12/40
2022
Financial Model & Optimization (3c)
  • Aparna Gupta
Seats Taken: 20/40
2021
Financial Model & Optimization (3c)
  • Aparna Gupta
Seats Taken: 28/40
2020
Financial Model & Optimization (3c)
  • Aparna Gupta
Seats Taken: 16/20
2019
Financial Modeling (3c)
  • Aparna Gupta
Seats Taken: 32/65
2018
Financial Modeling (3c)
  • Nalin Chanaka Perera Edirisinghe
Seats Taken: 73/65
2017
Financial Modeling (3c)
  • Nalin Chanaka Perera Edirisinghe
Seats Taken: 48/55
2016
Financial Modeling (3c)
  • Nalin Chanaka Perera Edirisinghe
Seats Taken: 61/0
2015
Financial Modeling (3c)
  • Nalin Chanaka Perera Edirisinghe
Seats Taken: 46/80
2014
Financial Modeling (3c)
  • Nalin Chanaka Perera Edirisinghe
Seats Taken: 53/80
2013
Financial Modeling (3c)
  • John L Teall
Seats Taken: 64/80
2012
2011
2010
2009
2008
2007
2006
2005
2004
Design, Mfg, & Mkt II (3c)
  • Christopher McDermott
Seats Taken: 29/40
2003
Design, Mfg, & Mkt II (3c)
  • Christopher McDermott
Seats Taken: 55/100
2002
Design, Mfg, & Mkt II (3c)
  • Christopher McDermott
Seats Taken: 58/100
2001
Design, Mfg, & Mkt II (3c)
  • Christopher McDermott
Seats Taken: 84/90
2000
Design, Mfg, & Mkt II (3c)
  • Gina O'Connor
Seats Taken: 85/130
1999
Design, Mfg, & Mkt II (3c)
  • Gina O'Connor
Seats Taken: 100/130
1998